BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL NATL MTG ASSN 6.21's due 06/05/2036
Issued 06/05/2006
Callable at 100.000 on 06/05/2017 (BERMUDAN)
Pmt Frequency
Semiannual
Amt Outstanding
140,000,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.066
6-mth
0.150
2-yr
0.736
3-yr
1.072
5-yr
1.643
7-yr
2.026
10-yr
2.275
30-yr
2.949
Rates From:
LIBOR Swap (%)
3-mth
0.309
6-mth
0.490
2-yr
0.966
3-yr
1.297
5-yr
1.773
7-yr
2.087
10-yr
2.362
30-yr
2.766
Volatility %  
Price or OAS?
Price
OAS
 
Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

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